3 Description

The input arrays to this routine are designed to allow maximum flexibility in the supply of vector parameters by re-using elements of any arrays that are shorter than the total number of evaluations required. See Section 2.6 in the G01 Chapter Introduction for further information.

4 References

None.

5 Parameters

1: ILOG – INTEGERInput

On entry: the value of ILOG determines whether the logarithmic value is returned in PDF.

ILOG=0

fxi,μi,σi, the probability density function is returned.

ILOG=1

logfxi,μi,σi, the logarithm of the probability density function is returned.

Note: the dimension of the array PDF
must be at least
maxLX,LXSTD,LXMU.

On exit: fxi,μi,σi or logfxi,μi,σi.

9: IVALID(*) – INTEGER arrayOutput

Note: the dimension of the array IVALID
must be at least
maxLX,LXSTD,LXMU.

On exit: IVALIDi indicates any errors with the input arguments, with

IVALIDi=0

No error.

IVALIDi=1

σi<0.

10: IFAIL – INTEGERInput/Output

On entry: IFAIL must be set to 0, -1​ or ​1. If you are unfamiliar with this parameter you should refer to Section 3.3 in the Essential Introduction for details.

For environments where it might be inappropriate to halt program execution when an error is detected, the value -1​ or ​1 is recommended. If the output of error messages is undesirable, then the value 1 is recommended. Otherwise, if you are not familiar with this parameter, the recommended value is 0. When the value -1​ or ​1 is used it is essential to test the value of IFAIL on exit.

On exit: IFAIL=0 unless the routine detects an error or a warning has been flagged (see Section 6).

6 Error Indicators and Warnings

If on entry IFAIL=0 or -1, explanatory error messages are output on the current error message unit (as defined by X04AAF).

Errors or warnings detected by the routine:

IFAIL=1

On entry, at least one value of XSTD was invalid.
Check IVALID for more information.

IFAIL=2

On entry, ILOG=value.
Constraint: ILOG=0 or 1.

IFAIL=3

On entry, array size=value.
Constraint: LX>0.

IFAIL=4

On entry, array size=value.
Constraint: LXMU>0.

IFAIL=5

On entry, array size=value.
Constraint: LXSTD>0.

7 Accuracy

Not applicable.

8 Further Comments

None.

9 Example

This example prints the value of the Normal distribution PDF at four different points xi with differing μi and σi.